Hi jazzhand,
Thank you for following up. To clarify one point, when you turn Airplane Mode off on your Apple Watch, it's normal that it would stay on on your iPhone, covered in this link: Status icons and symbols on Apple Watch
It does sound like there might be a few things to look at still. It sounds like you're able to toggle Airplane Mode off on your Watch, but it seems to be turning back on. Have you noticed any pattern to this, like when you're working out, when using a particular app or function on your Apple Watch or iPhone, or when either device has been turned off and on?
Also, it sounds like this may have happened for the first time when you made this post; is that right? Do you recall making any changes to your device beforehand?
Are your iPhone and Apple Watch both updated? If not, that would be a great step to take:
How to back up your iPhone, iPad, and iPod touch
Update your iPhone, iPad, or iPod touch
Update your Apple Watch
Kind regards.